中国科学院数学与系统科学研究院期刊网
JSSC
AN INTEGRO-DIFFERENTIAL PARABOLIC VARIATIONAL INEQUALITY ARISING FROM THE VALUATION OF DOUBLE BARRIER AMERICAN OPTION
SUN Yudong , SHI Yimin , GU Xin
AN INTEGRO-DIFFERENTIAL PARABOLIC VARIATIONAL INEQUALITY ARISING FROM THE VALUATION OF DOUBLE BARRIER AMERICAN OPTION
SUN Yudong , SHI Yimin , GU Xin
Journal of Systems Science and Complexity . 2014, (2): 276 -288 .  DOI: 10.1007/s11424-014-2218-6